TY - GEN A1 - Vega, Iliusi A1 - Schütte, Christof A1 - Conrad, Tim T1 - SAIMeR: Self-adapted method for the identification of metastable states in real-world time series N2 - In the framework of time series analysis with recurrence networks, we introduce SAIMeR, a heuristic self-adapted method that determines the elusive recurrence threshold and identifies metastable states in complex time series. To identify metastable states as well as the transitions between them, we use graph theory concepts and a fuzzy partitioning clustering algorithm. We illustrate SAIMeR by applying it to three real-world time series and show that it is able to identify metastable states in real-world data with noise and missing data points. Finally, we suggest a way to choose the embedding parameters used to construct the state space in which this method is performed, based on the analysis of how the values of these parameters affect two recurrence quantitative measurements: recurrence rate and entropy. T3 - ZIB-Report - 14-16 KW - time series analysis KW - application in statistical physics KW - recurrence quantification analysis KW - threshold KW - metastability KW - non-linear dynamics Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-50130 SN - 1438-0064 ER -